+150.1%
VXUS vs VSH
+172.7%
-22.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.3% | +3.5% | -3.2% | -0.6% |
| 30D | +0.7% | -4.4% | +5.0% | +1.6% |
| 3M | +4.8% | -45.8% | +50.6% | +19.4% |
| 6M | +11.3% | +90.1% | -78.8% | -10.9% |
| YTD | +16.5% | +120.3% | -103.8% | -11.0% |
| 1Y | +24.3% | +112.2% | -88.0% | -4.9% |
| 3Y | +74.5% | +36.6% | +37.9% | +45.1% |
| 5Y | +54.3% | +67.0% | -12.7% | +17.0% |
| 10Y | +150.1% | +179.5% | -29.4% | +49.7% |
| All | +150.1% | +172.7% | -22.6% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling